-6.4%
JD vs FICO
-58.5%
+52.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.5% |
| 7D | +7.9% | -0.1% | +8.0% | +7.9% |
| 30D | +4.8% | +8.4% | -3.7% | +4.9% |
| 3M | -13.9% | -30.5% | +16.6% | -14.1% |
| 6M | -5.8% | -35.7% | +29.9% | -5.7% |
| YTD | +2.4% | -57.2% | +59.6% | +5.3% |
| All | -6.4% | -58.5% | +52.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling